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Statistics
A Journal of Theoretical and Applied Statistics
Volume 47, 2013 - Issue 5
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Original Articles

Invariant dependence structure under univariate truncation: the high-dimensional case

Piotr Jaworski Institute of Mathematics, University of Warsaw, 02-097, Warszawa, PolandCorrespondence[email protected]
Pages 1064-1074 | Received 20 Mar 2011, Accepted 31 Jan 2012, Published online: 07 Mar 2012

Citations (12)

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Read on this site (2)

F. Marta L. Di Lascio, Fabrizio Durante & Piotr Jaworski. (2016) Truncation invariant copulas and a testing procedure. Journal of Statistical Computation and Simulation 86:12, pages 2362-2378.
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Piotr Jaworski. (2014) On the Characterization of Copulas by Differential Equations. Communications in Statistics - Theory and Methods 43:16, pages 3402-3428.
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Articles from other publishers (10)

Fabrizio Durante, Claudio Ignazzi & Piotr Jaworski. (2022) On the class of truncation invariant bivariate copulas under constraints. Journal of Mathematical Analysis and Applications 509:1, pages 125898.
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Sebastian Fuchs. (2018) Conditioning of copulas: Transformations, invariance and measures of concordance. Journal of Mathematical Analysis and Applications 462:1, pages 521-541.
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Piotr Jaworski. (2017) On Truncation Invariant Copulas and their Estimation. Dependence Modeling 5:1, pages 133-144.
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F. Marta L. Di Lascio, Fabrizio Durante & Piotr Jaworski. 2017. Soft Methods for Data Science. Soft Methods for Data Science 173 180 .
Fabrizio Durante & Carlo Sempi. 2015. Principles of Copula Theory. Principles of Copula Theory 285 312 .
Piotr Jaworski. (2015) Univariate conditioning of vine copulas. Journal of Multivariate Analysis 138, pages 89-103.
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Fabrizio Durante & Rachele Foschi. (2014) Dependence of exchangeable residual lifetimes subject to failure. Applied Mathematics and Computation 235, pages 502-511.
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Piotr Jaworski & Marcin Pitera. (2013) On spatial contagion and multivariate GARCH models. Applied Stochastic Models in Business and Industry 30:3, pages 303-327.
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Piotr Jaworski. 2013. Copulae in Mathematical and Quantitative Finance. Copulae in Mathematical and Quantitative Finance 129 163 .
Piotr Jaworski. 2013. Synergies of Soft Computing and Statistics for Intelligent Data Analysis. Synergies of Soft Computing and Statistics for Intelligent Data Analysis 321 329 .

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